Everytime, I get the same message when I start up my computer

Everytime I start my computer, Registry Mechanic runs (which is fine) but the I get the initial Zone Alarm screen that says something like New .... (I don't remember what it says next) but it's the screen where is shows the Internet Zone and Trust Zone. Now, even thou I type in AT&T, the next time I start my computer, I get the same initial page. How can I stop this from reoccuring.